Unfortunately the setup for programming it in C using a Windows PC is pretty horrible. Assuming this hasn’t been solved by the time you read this, there’s a horrible set of steps you’re expected to jump through. If you want to program in Windows that’s just the way it is. There’s lots of guides online on the steps needed, or you can use the pico-setup-windows tool kindly created by ndabas below which offers an automatic way for the horrible underlying application install to be carried out from a script. Your PC will still have the multitude of applications installed at the end, but it at least saves you some hassle getting them set up:
https://github.com/ndabas/pico-setup-windows/releases
Once installed go to folder: C:\Users\ibexdev\Documents\Pico\
“ReadMe.txt” explains what has been created there.
“Visual Studio Code for Pico” shortcut – use this to launch Visual Studio, it will be setup ready to program your Pico